One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,5,8)(3,7,4,6)(9,10,12,16,13,17,20,15)(11,14,19,23,18,22,24,21)(25,26)(27,31)(28,36)(29,32)(30,33)(34,38)(35,39)(37,40)(1,3,5,4)(2,6,8,7)(9,11)(10,14)(12,19)(13,18)(15,21)(16,23)(17,22)(20,24)(25,27,34,37,29,28,30,35)(26,31,38,40,32,36,33,39)(10,15)(12,20)(14,21)(16,17)(19,24)(22,23)(25,28,29,27)(26,31,32,36)(30,35,34,37)(33,40,38,39)(1,4,5,3)(2,7,8,6)(11,18)(14,22)(19,24)(21,23)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.